+495.0%
FIX vs FSLY
-1.2%
+496.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -13.9% | -22.9% | +9.0% | -11.6% |
| 30D | -35.5% | -44.6% | +9.0% | -31.8% |
| 3M | -33.9% | -41.5% | +7.5% | -30.9% |
| 6M | -43.3% | -20.8% | -22.5% | -42.8% |
| YTD | +18.7% | +59.5% | -40.9% | +8.1% |
| 1Y | +13.8% | +36.1% | -22.4% | +5.8% |
| 3Y | +495.0% | -1.0% | +495.9% | +393.7% |
| All | +495.0% | -1.2% | +496.2% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling